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  1. Pair Trading Strategy Journal

    Good luck total. What are the ratio std-devs for this pair? Or you aren't using std-devs at all? Best Regards
    Post by: tatankas, Mar 10, 2009 in forum: Journals

  2. Pair Trading Strategy Journal

    I have these books, about PairTrading: * McGraw-Hill,.The Complete Arbitrage Deskbook * Statistical Arbitrage * The_Handbook_of_Pairs_Trading...
    Post by: tatankas, Feb 28, 2009 in forum: Journals

  3. Pair Trading Strategy Journal

    Walt, the strategy described on this journal, is for a short time-frame. Holding period is only 7-15 days. I think fundamentals are much more...
    Post by: tatankas, Feb 28, 2009 in forum: Journals

  4. Pair Trading Strategy Journal

    Besides spread and RSI, whatelse are you looking at? You don't compare different time-frames? I am analyzing, differential, ratio, spread,...
    Post by: tatankas, Feb 25, 2009 in forum: Journals

  5. Pair Trading Strategy Journal

    As far as I know, IB charges interest when shorting stocks. Depending on the number of shares available to short, these fees can be higher. I...
    Post by: tatankas, Feb 25, 2009 in forum: Journals

  6. Pair Trading Strategy Journal

    Johny, What are your brokerage commissions, on the short and long side? Thanks
    Post by: tatankas, Feb 25, 2009 in forum: Journals

  7. Pair Trading Strategy Journal

    Hi Johny, I have been reading this excelent thread, but couldn't find the answer for a question. You usually does not analyze the pairs...
    Post by: tatankas, Feb 17, 2009 in forum: Journals

  8. Pair Trading Strategy Journal

    You can use excel for that. Take a look on the following spreadsheet: http://platinumcomp2.optionetics.com/FDX-UPSpair.xls
    Post by: tatankas, Feb 11, 2009 in forum: Journals

  9. Pair Trading Strategy Journal

    ? On PairTradeFinder? Please take a look on the tutorial video. It's on pairtradefinder website.
    Post by: tatankas, Feb 11, 2009 in forum: Journals

  10. Pair Trading Strategy Journal

    I have done the same thing. There is a similar thread on pair-trading, right now i don't have the url, but can give to you, later on
    Post by: tatankas, Feb 11, 2009 in forum: Journals

  11. Pair Trading Strategy Journal

    SO, in your opinion, a divergence between RSI or stochastic, and pair ratio, should be a trigger to a good pair-trade?
    Post by: tatankas, Feb 11, 2009 in forum: Journals

  12. Pair Trading Strategy Journal

    Johny, what is the correlation lookback, shown on the attached screenshot? I am building my strategy, based on a number of filters, in order to...
    Post by: tatankas, Feb 11, 2009 in forum: Journals

  13. Pair Trading Strategy Journal

    Hi John, First of all, let me thank you, for all the shared information. I have read about pairstrading sometime ago, but on that time, i...
    Post by: tatankas, Feb 2, 2009 in forum: Journals
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